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Exploring arbitrage opportunities between China's carbon markets based on statistical arbitrage pairs trading strategy

Datos Bibliográficos

ID11368334
AutoresBoqiang Lin (0000-0002-1308-400X, Xiamen University, autor de correspondencia), Zhizhou Tan (0000-0002-4656-0885, Xiamen University)
Año2023
Volumen99
Páginas107041
Fecha de publicación2023-03-01
Peer ReviewedSí
Open AccessSí
TipoARTICLE
RevistaEnvironmental Impact Assessment Review (JOURNAL)
Identificadores de la revistaISSN: 0195-9255 • E-ISSN: 1873-6432
EditorialElsevier BV (PUBLISHER)
DOI10.1016/j.eiar.2023.107041
OpenAlexW4320525776
IdiomaEN
Citas recibidas2
Referencias citadas50

Algorithmic trading · Allowance (engineering · Alternative trading system · Arbitrage · Arbitrage pricing theory · Business · Capital asset pricing model · China · Covered interest arbitrage · Econometrics · Economics · Financial economics · Financial market · Fixed income arbitrage · Index arbitrage · Interest rate parity · Pairs trade · Risk arbitrage · Statistical arbitrage · Trading strategy · Climate Change Policy and Economics · Financial Markets and Investment Strategies · Market Dynamics and Volatility · Finance

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Obras citantes distintas2
Citas por año2
Intervalo de citas2025 - 2026 (2)
Velocidad de citacióncurrent
Altamente citadoNo
Tipos de citaNeutras: 2

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Ethnos_APP • Proyecto Open Source • Licencia MIT • Frontend v2.0.0 • Privacidad y Cookies • Documentación de la API: api.ethnos.app/docs • Código de la API: GitHub • DOI: 10.5281/zenodo.17049435 • Código del Frontend: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae